A winding problem for a resonator driven by a white noise
From MaRDI portal
Publication:2626436
DOI10.1215/kjm/1250524936zbMath0119.34701OpenAlexW2099569438MaRDI QIDQ2626436
Publication date: 1963
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250524936
Related Items (52)
On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries ⋮ Stochastic oscillators ⋮ Stationary Measures for the Flow of a Linear Differential Equation Driven by White Noise ⋮ Wiener-Hopf factorisation of Brownian motion ⋮ Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion ⋮ Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process ⋮ Persistence of iterated partial sums ⋮ Local asymptotic classes for the successive primitives of Brownian motion ⋮ Gradient bounds for Kolmogorov type diffusions ⋮ Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion ⋮ Invariance principles for integrated random walks conditioned to stay positive ⋮ Multiresolution Hilbert approach to multidimensional Gauss-Markov processes ⋮ Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments ⋮ Universality of the asymptotics of the one-sided exit problem for integrated processes ⋮ Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral ⋮ A first-passage-place problem for integrated diffusion processes ⋮ A characterization of the first hitting time of double integral processes to curved boundaries ⋮ Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary ⋮ Nonuniqueness for the kinetic Fokker-Planck equation with inelastic boundary conditions ⋮ On confined McKean Langevin processes satisfying the mean no-permeability boundary condition ⋮ Excursions of the integral of the Brownian motion ⋮ First-passage problems for degenerate two-dimensional diffusion processes ⋮ A Langevin process reflected at a partially elastic boundary. I ⋮ Clustering in a stochastic model of one-dimensional gas ⋮ Hitting law asymptotics for a fluctuating Brownian functional ⋮ Occupation time statistics of the random acceleration model ⋮ Persistence of integrated stable processes ⋮ Mean First-Passage Time to Zero for Wear Processes ⋮ The Vlasov-Poisson-Fokker-Planck equation in an interval with kinetic absorbing boundary conditions ⋮ Exit times for integrated random walks ⋮ A stable Langevin model with diffusive-reflective boundary conditions ⋮ Stochastic Lagrangian method for downscaling problems in computational fluid dynamics ⋮ On the probability that integrated random walks stay positive ⋮ Some limiting laws associated with the integrated Brownian motion ⋮ A remark on positive sojourn times of symmetric processes ⋮ Approach to the steady state in kinetic models with thermal reservoirs at different temperatures ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ A Markovian event-based framework for stochastic spiking neural networks ⋮ Persistence Probabilities and Exponents ⋮ Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction ⋮ An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion ⋮ The Fokker-Planck equation with absorbing boundary conditions ⋮ Fractional diffusion equations and processes with randomly varying time ⋮ Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes ⋮ Integrated Brownian motion, conditioned to be positive ⋮ Record statistics of integrated random walks and the random acceleration process ⋮ Chung’s law for integrated Brownian motion ⋮ Lagrangian stochastic models with specular boundary condition ⋮ Absorption of a randomly accelerated particle: recent results for partially absorbing and inelastic boundaries ⋮ Langevin Process Reflected on a Partially Elastic Boundary II ⋮ Last hitting time for the integral of the Brownian motion ⋮ Random acceleration process under stochastic resetting
This page was built for publication: A winding problem for a resonator driven by a white noise
